The Markovian diffusion theory in the phase space is generalized within the
framework of the general theory of relativity. The introduction of moving
orthonormal frame vectors both for the position as well the velocity space
enables to bypass difficulties in the general relativistic stochastic calculus.
The general relativistic Kramers equation in the phase space is derived both in
the parametrization of phase space proper time and the coordinate time. The
transformation of the obtained diffusion equation under hypersurface-preserving
coordinate transformations is analyzed and diffusion in the expanding universe
is studied. It is shown that the validity of the fluctuation-dissipation
theorem ensures that in the quasi-steady state regime the result of the derived
diffusion equation is consistent with the kinetic theory in thermodynamic
equilibrium.Comment: 10 pages, no figure